Senior XVA Quant – Counterparty Risk
RiseMe
BMO Financial Group's Global Markets unit is seeking a senior quantitative analyst to own modelling and analytics for counterparty credit risk. You will develop new pricing models, maintain the FO analytics library, and support traders with pricing and hedging activities.
The role requires a technical degree, 4+ years of experience (2 years if PhD), and strong programming skills in C#, C++, or Python, plus advanced Excel scripting.
#J-18808-LjbffrReference: WJ-3875_13147176